+7,238.0%
NEE vs ES
+1,243.3%
+5,994.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -2.2% | -2.0% | -0.2% | -1.2% |
| 3M | -1.2% | +1.7% | -2.8% | -2.1% |
| 6M | -8.6% | -3.5% | -5.0% | -7.1% |
| YTD | +6.2% | +7.9% | -1.7% | +1.7% |
| 1Y | +21.1% | +17.2% | +3.9% | +10.0% |
| 3Y | +36.4% | +29.3% | +7.1% | +16.9% |
| 5Y | +11.4% | -5.7% | +17.1% | +12.4% |
| 10Y | +250.0% | +85.2% | +164.8% | +159.7% |
| All | +7,238.0% | +1,243.3% | +5,994.7% | +2,742.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling